New insights into the NLP-Id bound for maximum-entropy sampling
Kurt Anstreicher, Marcia Fampa, Jon Lee, Yongchun Li, Gabriel Ponte
Abstract
We establish new properties of the NLP-Id upper bound for the maxi\-mum-entropy sampling problem (MESP). In particular, we give a detailed look at the concavity of its objective function as a function of the scaling parameter employed for NLP bounds for MESP. This leads to more relaxed choices for the scaling parameter for NLP-Id and even improved upper bounds for MESP.
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